Stability Analysis for Linear Systems with Time-Varying and Time-Invariant Stochastic Parameters

被引：2
|
作者：
Ito, Yuji [1 ]
Fujimoto, Kenji [2 ]
机构：
[1] Toyota Cent Res & Dev Labs Inc, Nagakute, Aichi 4801192, Japan
[2] Kyoto Univ, Grad Sch Engn, Dept Aeronaut & Astronaut, Kyoto 6158540, Japan
来源：
IFAC PAPERSONLINE | 2020年 / 53卷 / 02期
关键词：
Robust stability; Stability analysis; Stochastic systems; Time-invariant stochastic parameters; Time-varying stochastic parameters; Uncertain linear systems;
D O I：
10.1016/j.ifacol.2020.12.015
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper presents a method to guarantee stability of linear stochastic systems. The systems include both time-varying and time-invariant unknown stochastic parameters simultaneously. For analyzing the stability, such a system is represented by an expanded system that contains only the time-invariant stochastic parameter. This expansion excludes the timevarying parameter from the system, which simplifies the stability analysis. Existing methods on robust stability theory can be thus employed to ensure stability of the expanded system. Guaranteeing stability of the expanded system is a necessary and/or sufficient condition for that of the original system. Consequently, the stability of the original system is evaluated by using linear matrix inequalities. Copyright (C) 2020 The Authors.
引用
收藏
页码：2273 / 2279
页数：7
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